P1.T4.Ch6: Vasicek, One Factor Correlation Model (Gaussian Copula) likely questions

ktrathen

Member
Hi,

What are likely exam questions to do with P1.T4 chapter 6? I've found the GARP reading quite challenging. I'm not sure how this might be tested on the FRM part 1 exam, since the emphasis in the readings was mathematically deriving the models. I'd be curious for your insights. Are there are any formulae from chapter 6 that you would memorize?

Thank you.
 

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